+152.8%
COHR vs IRE
-85.1%
+237.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | +8.3% | -4.5% | +12.8% | +9.1% |
| 30D | -14.1% | -7.8% | -6.3% | -14.0% |
| 3M | -16.0% | -60.0% | +44.0% | -10.3% |
| 6M | +21.5% | -48.3% | +69.7% | +19.4% |
| YTD | +65.4% | -54.5% | +119.9% | +57.1% |
| All | +152.8% | -85.1% | +237.9% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling